initFFFMeanCD: Initialisation of FFF mean change detector

In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data

Initialisation of FFF mean change detector

Description

This function makes it simple to initalise an FFF object.

Usage

initFFFMeanCD(alpha = 0.01, lambda = 1, BL = 50)

Arguments

alpha	The value of the significance level. Default value is 0.01, although it is recommended that the user set this parameter.
lambda	The value of the fixed forgetting factor. Default value is lambda=1.
BL	The length of the burn-in region. Default value is BL=50.

Value

A FFF mean change detector object.

Examples

library(Rcpp)
fffcd1 <- initFFFMeanCD()               # initialises with alpha=0.01
                                        
fffcd2 <- initFFFMeanCD(0.05, 0.95)     # initialises with alpha=0.05
                                        # and lambda=0.95 (and BL=50)

ffstream documentation built on May 31, 2023, 7:53 p.m.